Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52571.4111 | 7839.0687 | 44732.3424 | 45214.3016 | 1442.0428 | 43772.2587 |
Total P&L (%) | 52.5714 | 7.8391 | 44.7323 | 45.2143 | 1.442 | 43.7723 |
Avg Daily Profit (%) | 0.2019 | 0.0301 | 0.1718 | 0.1433 | 0.0055 | 0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38310 | -29673 | -31193 | -51884 | -45129 | -46913 |
Profit Factor | 1.4065 | 1.1257 | 1.6683 | 1.2524 | 1.0168 | 1.4699 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 66.6667 | 63.6364 | 69.697 | 66.6667 | 63.6364 | 69.697 |
Ratio Avg Win / Avg Loss | 0.7033 | 0.6432 | 0.7254 | 0.6262 | 0.581 | 0.6391 |
Largest Winning Trade | 14173 | 9335 | 14173 | 19289 | 12465 | 19289 |
Largest Losing Trade | -26882 | -19587 | -26882 | -42136 | -28177 | -42136 |
Avg Bars in Trades | 373 | 401 | 345 | 373 | 401 | 345 |
Avg Bars in Winners | 254 | 265 | 244 | 254 | 265 | 244 |
Avg Bars in Losers | 612 | 639 | 579 | 612 | 639 | 579 |
Bars Traded | 24662 | 13251 | 11411 | 24662 | 13251 | 11411 |
Profit Streak | 0 | 0 | 22.2154 | 0 | 0 | 22.2154 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122191 | -402058 | 309710 | -133042 | -554649 | -6580 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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